scientific article; zbMATH DE number 1390099
From MaRDI portal
Publication:4934366
Recommendations
- Randomized quasi-Monte Carlo: an introduction for practitioners
- Randomization of Quasi-Monte Carlo Methods for Error Estimation: Survey and Normal Approximation *
- scientific article; zbMATH DE number 2000358
- Quasi-Monte Carlo methods with applications in finance
- scientific article; zbMATH DE number 1827977
Cited in
(51)- A central limit theorem and improved error bounds for a hybrid-Monte Carlo sequence with applications in computational finance
- Hot new directions for quasi-Monte Carlo research in step with applications
- Randomization of Quasi-Monte Carlo Methods for Error Estimation: Survey and Normal Approximation *
- scientific article; zbMATH DE number 1827977 (Why is no real title available?)
- scientific article; zbMATH DE number 1790429 (Why is no real title available?)
- Randomized quasi-Monte Carlo: an introduction for practitioners
- A generalized dimension‐reduction method for multidimensional integration in stochastic mechanics
- Error in Monte Carlo, quasi-error in quasi-Monte Carlo
- Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo
- Quasi-Monte Carlo techniques and rare event sampling
- Monte Carlo and Quasi-Monte Carlo Methods for Computer Graphics
- Density Estimation by Monte Carlo and Quasi-Monte Carlo
- Parameterization based on randomized quasi-Monte Carlo methods
- Durbin's random substitution and conditional Monte Carlo
- Monte Carlo and quasi-Monte Carlo methods. MCQMC 2018. Proceedings of the 13th international conference on Monte Carlo and quasi-Monte Carlo methods in scientific computing, Rennes, France, July 1--6, 2018
- The new scramble for Faure sequence based on irrational numbers
- scientific article; zbMATH DE number 2100357 (Why is no real title available?)
- \(I\)-binomial scrambling of digital nets and sequences
- Approximation methods for piecewise deterministic Markov processes and their costs
- Monte Carlo and Quasi-Monte Carlo Methods 2004
- On energy, discrepancy and group invariant measures on measurable subsets of Euclidean space
- Some current issues in quasi-Monte Carlo methods
- Sampling methods and parallelism into Monte Carlo simulation
- The FWF-special research area ``Quasi-Monte Carlo methods: theory and applications
- Optimal quadrature for Haar wavelet spaces
- scientific article; zbMATH DE number 1390118 (Why is no real title available?)
- Computational investigations of scrambled Faure sequences
- Scrambling non-uniform nets
- On the Warnock-Halton quasi-standard error
- Expected integration approximation under general equal measure partition
- Modification of the Maximin and ϕp (Phi) Criteria to Achieve Statistically Uniform Distribution of Sampling Points
- Sufficient conditions for central limit theorems and confidence intervals for randomized quasi-Monte Carlo methods
- Improving the rejection sampling method in quasi-Monte Carlo methods
- scientific article; zbMATH DE number 822319 (Why is no real title available?)
- Density estimation by randomized quasi-Monte Carlo
- Proof techniques in quasi-Monte Carlo theory
- On efficient design of pilot experiment for generalized linear models
- Randomized quasi-random sampling/importance resampling
- Random cubatures and quasi-Monte Carlo methods
- Advances in multidimensional integration
- A Monte Carlo Thermal Radiative Transfer Solver with Nonlinear Elimination
- Grid-based Quasi-Monte Carlo Applications
- The discrepancy and gain coefficients of scrambled digital nets.
- Monte Carlo and quasi-Monte Carlo methods. Revised papers of the 14th international conference in Monte Carlo and quasi-Monte Carlo methods in scientific computing, MCQMC 2020, Oxford, United Kingdom, August 10--14, 2020
- scientific article; zbMATH DE number 2000358 (Why is no real title available?)
- Adaptive Quasi-Monte Carlo Methods for Cubature
- scientific article; zbMATH DE number 1728257 (Why is no real title available?)
- scientific article; zbMATH DE number 822302 (Why is no real title available?)
- Design of experiments for linear regression models when gradient information is available
- Reliability analysis of discrete-state performance functions via adaptive sequential sampling with detection of failure surfaces
- Monte Carlo simulation of ordinary least squares estimator through linear regression adaptive refined descriptive sampling algorithm
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4934366)
